Skip to main content

Sequential LND sensitivity test for binary response data

Buy Article:

$71.00 + tax (Refund Policy)

Sensitivity tests are used to make inferences about a sensitivity, a characteristic property of some products that cannot be observed directly. For binary response sensitivity data (dead or alive, explode or unexplode), the Langlie and Neyer are two well-known sensitivity tests. The priorities of the Langlie and Neyer tests are investigated in this paper. It is shown that the Langlie test has an advantage in getting an overlap, while the Neyer test has better estimation precision. Aiming at improving both the speed of getting an overlap and the estimation precision, we propose a new sensitivity test which replaces the first part of the Neyer test with the Langlie test. Our simulation studies indicate that the proposed test outperforms the Langlie, Neyer and Dror and Steinberg tests from the viewpoints of estimation precision and probability of obtaining an overlap.

Keywords: D-optimality criterion; Fisher information matrix; Langlie test; Neyer test; maximum likelihood estimate; sensitivity test

Document Type: Research Article

Affiliations: School of Finance and Statistics, East China Normal University, 500 Dongchuan Road Shanghai, 200241, People's Republic of China

Publication date: 01 November 2013

  • Access Key
  • Free content
  • Partial Free content
  • New content
  • Open access content
  • Partial Open access content
  • Subscribed content
  • Partial Subscribed content
  • Free trial content